Journal of futures markets文章索引

期刊名：Journal of futures markets

缩写：

ISSN：0270-7314

e-ISSN：1096-9934

IF/分区：2.3/Q2

共收录本刊相关文章索引1893条

The demise of the high fructose corn syrup futures contract: A case study [0.03%]

Thompson, Sarahelen; Garcia, Philip; Wildman et al. Thompson et al.

Journal of Futures Markets. 1996;16(6):697-724. DOI:10.1002/(sici)1096-9934(199609)16:63.0.co;2-a 1996

Futures prices and the maturity effect [0.03%]

Galloway, Tina M.; Kolb, Robert W. Galloway

Journal of Futures Markets. 1996;16(7):809-828. DOI:10.1002/(sici)1096-9934(199610)16:73.0.co;2-s 1996

Announcement versus nonannouncement: A study of intraday transaction price paths of Deutsche mark and Japanese yen futures [0.03%]

Leng, Hsiaohua Leng

Journal of Futures Markets. 1996;16(7):829-857. DOI:10.1002/(sici)1096-9934(199610)16:73.0.co;2-q 1996

Interest-rate option pricing revisited [0.03%]

Merrill, Craig; Babbel, David Merrill

Journal of Futures Markets. 1996;16(8):859-863. DOI:10.1002/(sici)1096-9934(199612)16:83.0.co;2-l 1996

The Fed funds futures rate as a predictor of federal reserve policy [0.03%]

Krueger, Joel T.; Kuttner, Kenneth N. Krueger

Journal of Futures Markets. 1996;16(8):865-879. DOI:10.1002/(sici)1096-9934(199612)16:83.0.co;2-k 1996

Did option traders anticipate the crash? Evidence from volatility smiles in the U.K. with U.S. comparisons [0.03%]

Gemmill, Gordon Gemmill

Journal of Futures Markets. 1996;16(8):881-897. DOI:10.1002/(sici)1096-9934(199612)16:83.0.co;2-i 1996

The predictive power of implied stochastic variance from currency options [0.03%]

Guo, Dajiang Guo

Journal of Futures Markets. 1996;16(8):915-942. DOI:10.1002/(sici)1096-9934(199612)16:83.0.co;2-p 1996

Hedging ratios and cash/futures market linkages [0.03%]

Theobald, Michael; Yallup, Peter Theobald

Journal of Futures Markets. 1997;17(1):101-115. DOI:10.1002/(sici)1096-9934(199702)17:13.0.co;2-p 1997

Volatility, storage and convenience: Evidence from natural gas markets [0.03%]

Susmel, Raul; Thompson, Andrew Susmel

Journal of Futures Markets. 1997;17(1):17-43. DOI:10.1002/(sici)1096-9934(199702)17:13.0.co;2-j 1997

Intraday futures volatility and theories of market behavior [0.03%]

Daigler, Robert T. Daigler

Journal of Futures Markets. 1997;17(1):45-74. DOI:10.1002/(sici)1096-9934(199702)17:13.0.co;2-g 1997